ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-190 |
126-250 |
0-060 |
0.1% |
126-040 |
| High |
126-280 |
127-090 |
0-130 |
0.3% |
126-280 |
| Low |
126-175 |
126-245 |
0-070 |
0.2% |
125-220 |
| Close |
126-230 |
127-050 |
0-140 |
0.3% |
126-230 |
| Range |
0-105 |
0-165 |
0-060 |
57.1% |
1-060 |
| ATR |
0-222 |
0-219 |
-0-003 |
-1.4% |
0-000 |
| Volume |
873,572 |
794,985 |
-78,587 |
-9.0% |
4,273,542 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-197 |
128-128 |
127-141 |
|
| R3 |
128-032 |
127-283 |
127-095 |
|
| R2 |
127-187 |
127-187 |
127-080 |
|
| R1 |
127-118 |
127-118 |
127-065 |
127-152 |
| PP |
127-022 |
127-022 |
127-022 |
127-039 |
| S1 |
126-273 |
126-273 |
127-035 |
126-308 |
| S2 |
126-177 |
126-177 |
127-020 |
|
| S3 |
126-012 |
126-108 |
127-005 |
|
| S4 |
125-167 |
125-263 |
126-279 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-317 |
129-173 |
127-119 |
|
| R3 |
128-257 |
128-113 |
127-014 |
|
| R2 |
127-197 |
127-197 |
126-300 |
|
| R1 |
127-053 |
127-053 |
126-265 |
127-125 |
| PP |
126-137 |
126-137 |
126-137 |
126-172 |
| S1 |
125-313 |
125-313 |
126-195 |
126-065 |
| S2 |
125-077 |
125-077 |
126-160 |
|
| S3 |
124-017 |
124-253 |
126-126 |
|
| S4 |
122-277 |
123-193 |
126-021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-090 |
125-220 |
1-190 |
1.3% |
0-150 |
0.4% |
92% |
True |
False |
859,788 |
| 10 |
127-090 |
125-135 |
1-275 |
1.5% |
0-162 |
0.4% |
93% |
True |
False |
869,230 |
| 20 |
127-190 |
125-050 |
2-140 |
1.9% |
0-237 |
0.6% |
82% |
False |
False |
1,130,284 |
| 40 |
127-215 |
124-145 |
3-070 |
2.5% |
0-239 |
0.6% |
84% |
False |
False |
1,208,235 |
| 60 |
127-260 |
124-145 |
3-115 |
2.6% |
0-236 |
0.6% |
80% |
False |
False |
926,461 |
| 80 |
129-190 |
124-145 |
5-045 |
4.0% |
0-210 |
0.5% |
53% |
False |
False |
695,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-151 |
|
2.618 |
128-202 |
|
1.618 |
128-037 |
|
1.000 |
127-255 |
|
0.618 |
127-192 |
|
HIGH |
127-090 |
|
0.618 |
127-027 |
|
0.500 |
127-008 |
|
0.382 |
126-308 |
|
LOW |
126-245 |
|
0.618 |
126-143 |
|
1.000 |
126-080 |
|
1.618 |
125-298 |
|
2.618 |
125-133 |
|
4.250 |
124-184 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-036 |
127-002 |
| PP |
127-022 |
126-273 |
| S1 |
127-008 |
126-225 |
|